Results 161 to 170 of about 288 (179)

Stochastic comparisons on extreme order statistics from observations associated by FGM copula

Communications in Statistics - Theory and Methods, 2021
This study deals with the stochastic comparison of extreme order statistics from random samples with FGM copula or FGM survival copula.
Boyang Wang, Rui Fang
openaire   +1 more source

A new extension of the FGM copula for negative association

Communications in Statistics - Theory and Methods, 2018
In this paper we introduced a single parameter, absolutely continuous and radially symmetric bivariate extension of the Farlie-Gumbel-Morgenstern (FGM) family of copulas.
openaire   +1 more source

Families of Perturbation Copulas Generalizing the FGM Family and Their Relations to Dependence Measures

2017
In this paper we provide an extension of special parametric class of perturbations of an arbitrary copula (given in [3]) that represent a partial generalization of the FGM family of copulas for parameters from the unit interval. However the FGM family is defined for parameters from the interval \([-1,1]\).
Jozef Komorník, Magdaléna Komorníková, Jana Kalická   +2 more
openaire   +1 more source

Concordance Measures of a Class of Two-Parameter with Cube Generalized FGM Copulas

2010 Third International Symposium on Information Science and Engineering, 2010
We study four groups of generalized FGM Copulas whose Kendall's? and Spearman's? contain nearly two parameters, with 3? = 2?, that make them describe the dependence structure of the data more flexible and accurate than FGM Copula. Taking the relief factors of drainage height difference and cutting degree for example, this paper gives four specific ...
Fu-xia Xu, Yong-quan Dong
openaire   +1 more source

A Multivariate Generalized FGM Copulas and Its Application to Multiple Regression

2017
We introduce a class of multivariate non-exchangeable copulas which generalizes many known bivariate FGM type copula families. The properties such as moments, affiliation, association, and positive lower orthant dependent of the proposed class of copula are studied.
Zheng Wei, Daeyoung Kim, Tonghui Wang, Teerawut Teetranont   +3 more
openaire   +1 more source

ON THE DISTRIBUTION OF THE PRODUCTS AND QUOTIENT OF INVERSE BURR DISTRIBUTED RANDOM VARIABLES BASED ON FGM COPULA

Journal of Higher Education Research Disciplines, 2019
In this article, Inverse Burr Distribution based on Farlie-Gumbel-Morgenstern copula is introduced. Derivations of exact distribution V = XY, W = X/Y, and Z = X/(X+Y) are obtained in closed form. Corresponding moment properties of these distributions are also derived. The expressions turn out to involve known special functions.
Marvin G. Pizon, Jayrold P. Arcede
openaire   +1 more source

Generalized FGM copulas: Properties and applications

Communications in Statistics - Simulation and Computation, 2022
openaire   +1 more source

A Deeper Look Into an Insurance Risk Model with Two Types of Claims and FGM Copula Dependency

Indonesian Actuarial Journal
This paper investigates a continuous-time, two types of claims risk model where the dependence between claim sizes and inter-claim times is structured using a Farlie–Gumbel–Morgenstern (FGM) copula. The methodology begins with the construction of a Lundberg’s equation and the determination of its non-negative roots.
Sandy Salomo Saruan, Adhitya Ronnie Effendie   +1 more
openaire   +1 more source

Stochastic comparisons on extreme order statistics from observations associated by FGM copula

Communications in Statistics - Theory and Methods, 2023
Rui Fang
exaly  

Effective estimation algorithm for parameters of multivariate Farlie–Gumbel–Morgenstern copula

Japanese Journal of Statistics and Data Science, 2021
Shuhei Ota, Mitsuhiro Kimura, Kimura Mitsuhiro   +2 more
exaly